-66.5%
FSLY vs ALLY
-10.0%
-56.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.9% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | -33.5% | +5.2% | -38.8% | -35.9% |
| 3M | -44.6% | -13.3% | -31.3% | -38.9% |
| 6M | -9.2% | -6.7% | -2.6% | -6.0% |
| YTD | +63.3% | -12.8% | +76.1% | +75.8% |
| 1Y | +45.3% | +0.7% | +44.6% | +40.3% |
| 3Y | +3.7% | +65.2% | -61.5% | -37.1% |
| All | -66.5% | -10.0% | -56.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling